Brownian motion on \lbrack 0,\infty) with linear drift, reflected at zero: exact asymptotics for ergodic means
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Publication:4596676
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- A transformation of a symmetric Markov process and the Donsker-Varadhan theory
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- Ergodic means for large values of \(T\) and exact asymptotics of small deviations for a multi-dimensional Wiener process
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Cited in
(5)- Analysis of a Brownian particle moving in a time-dependent drift field
- Local time of an Ornstein–Uhlenbeck particle
- Anomalous scalings of fluctuations of the area swept by a Brownian particle trapped in a \(|x|\) potential
- An asymptotic estimate for Brownian motion with drift
- Large deviations of currents in diffusions with reflective boundaries
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